Tasks are created within SCOM. If the task targets the class of object you require, this would be fine. What's the use case here? i.e. what are you trying to add? As an aside, only SCOM Agent Tasks work in Squared Up.

Ok, only SCOM agent tasks work in SquaredUp. I think you answered my question.
Ex. Some administrators would like to start/stop a SQL instance/service or perform a custom task against a particular class of object within Squaredup.

This is possible, you just need to ensure that you have the right object open in Squared Up. I believe that the tasks to restart the SQL instance etc. are viewable on the SQL instance itself (default MSSQLSERVER).